QuantLib_VarianceSwap_engine

Langue: en

Autres versions - même langue

Version: 168919 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::VarianceSwap::engine - base class for variance-swap engines

SYNOPSIS


#include <ql/instruments/varianceswap.hpp>

Inherits GenericEngine< VarianceSwap::arguments, VarianceSwap::results >.

Inherited by MCVarianceSwapEngine< RNG, S >, and ReplicatingVarianceSwapEngine.

Detailed Description

base class for variance-swap engines

Author

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